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- two asset barrier options 两资产障碍期权
- Theses results place the problem of European-style Asian option and Asian barrier option pricing in the same complexity class as that of the vanilla option on the lattice. 这些结果，将以格点定价欧式亚式选择权以及亚式障碍选择权的复杂度降至与定价单纯期权的复杂度同个层级。
- We find that the prices of barrier options for the CEV process deviate significantly from those for lognormal process. For standard options, the corresponding differences between the CEV and Black Scholes models are relatively small. 就标准期权而言 ;CEV与 Black- Scholes模型之间的相关量相对较小 .
- Karatzas introduced the pricing method of finantial barrier option on Black-Scholes model when the bonus rate is zero. We consider the investing tragity from this point and it demands that the bonus rate is not zero. Karatzas基于Black-Scholes定价模型基础介绍了红利等于零情况下对金融障碍期权的定价方法,我们以此作为出发点考虑项目投资策略的情况,而在障碍实物期权的模型中有对红利不等于零的要求。
- Pricing of Barrier Options with Time Dependance 时间依赖的关卡期权定价
- Pricing barrier options under CEV process 不变方差弹性(CEV)过程下障碍期权的定价
- partial time end barrier options 一般部分时间障碍期权
- partial time start barrier options 部分时间开始障碍期权
- We can get realized variance by summing squared high frequency return.Similarly, we get the realized covariation by multiplying two assets’ high frequency return. 实际方差以及实际协方差估计量可以通过加总日内高频收益的平方或者协积来获得，理论上的研究表明这两个估计量具有良好的统计特性，诸如一致性和渐进正态性。
- The two systems of government are polar opposites. 这两种政体正好相反。
- Kernel estimation barrier option 障碍期权
- The business is owned by two partners. 这家商行为两名合伙人所拥有。
- She has two cars and in addition a motorboat. 她有两辆轿车外加一艘汽艇。
- The meat marinated in the brine for two days. 这块肉在盐水里泡了两天。
- At that time he had two helpers. 当时他有两个助手。
- Kindly send us two samples of each class quote for. 报价时，请对每一个等级的各寄两个样品。
- Study of Numerical Methods for Pricing American Barrier Option 美式障碍期权的数值定价方法研究
- The two boys decided to play truant and go fishing. 这两个男孩决定逃学去钓鱼。
- A small adjustment will equalize the temperature in the two rooms. 稍作些调节就会使两间房内的温度相等。
- People in this locality used to take two meals a day. 这儿的居民过去每天吃两餐饭。
